Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1772.92Gross profit3371.43Gross loss-1598.52
Profit factor2.11Expected payoff38.54
Absolute drawdown658.93Maximal drawdown658.93 (6.59%)Relative drawdown6.59% (658.93)
Total trades46Short positions (won %)16 (62.50%)Long positions (won %)30 (63.33%)
Profit trades (% of total)29 (63.04%)Loss trades (% of total)17 (36.96%)
Largestprofit trade163.38loss trade-136.45
Averageprofit trade116.26loss trade-94.03
Maximumconsecutive wins (profit in money)11 (1314.74)consecutive losses (loss in money)3 (-393.89)
Maximalconsecutive profit (count of wins)1314.74 (11)consecutive loss (count of losses)-393.89 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.05 08:00buy10.101.037760.000000.00000
22022.07.05 08:00modify10.101.037761.024761.05276
32022.07.05 16:00s/l10.101.024761.024761.05276-130.009870.00
42022.07.06 12:00buy20.101.019470.000000.00000
52022.07.06 12:00modify20.101.019471.006471.03447
62022.07.11 16:00s/l20.101.006471.006471.03447-135.389734.62
72022.07.18 08:00sell30.101.014570.000000.00000
82022.07.18 08:00modify30.101.014571.027570.99957
92022.07.20 08:00s/l30.101.027571.027570.99957-128.519606.11
102022.07.20 12:00buy40.101.019350.000000.00000
112022.07.20 12:00modify40.101.019351.006351.03435
122022.08.10 12:00buy50.101.026150.000000.00000
132022.08.10 12:00modify50.101.026151.020101.03435
142022.08.10 12:00modify40.101.019351.020101.03435
152022.08.10 16:00t/p40.101.034351.020101.03435127.419733.52
162022.08.10 16:00t/p50.101.034351.020101.0343582.009815.52
172022.08.15 12:00buy60.101.019820.000000.00000
182022.08.15 12:00modify60.101.019821.006821.03482
192022.08.19 12:00s/l60.101.006821.006821.03482-136.459679.06
202022.08.29 00:00buy70.100.993920.000000.00000
212022.08.29 00:00modify70.100.993920.980921.00892
222022.08.30 08:00buy80.101.003210.000000.00000
232022.08.30 08:00modify80.101.003211.000671.00892
242022.08.30 08:00modify70.100.993921.000671.00892
252022.08.30 16:00s/l70.101.000671.000671.0089266.429745.49
262022.08.30 16:00s/l80.101.000671.000671.00892-25.409720.09
272022.09.05 00:00buy90.100.991050.000000.00000
282022.09.05 00:00modify90.100.991050.978051.00605
292022.09.06 08:00buy100.100.997850.000000.00000
302022.09.06 08:00modify100.100.997850.991801.00605
312022.09.06 08:00modify90.100.991050.991801.00605
322022.09.06 12:00s/l90.100.991800.991801.006056.429726.51
332022.09.06 12:00s/l100.100.991800.991801.00605-60.509666.01
342022.09.09 04:00sell110.101.006920.000000.00000
352022.09.09 04:00modify110.101.006921.019920.99192
362022.09.12 08:00s/l110.101.019921.019920.99192-129.269536.75
372022.09.12 08:00sell120.101.017470.000000.00000
382022.09.12 08:00modify120.101.017471.030471.00247
392022.09.13 16:00t/p120.101.002471.030471.00247150.749687.50
402022.09.21 08:00buy130.100.991320.000000.00000
412022.09.21 08:00modify130.100.991320.978321.00632
422022.09.23 08:00s/l130.100.978320.978321.00632-134.309553.20
432022.09.23 08:00buy140.100.977810.000000.00000
442022.09.23 08:00modify140.100.977810.964810.99281
452022.09.26 04:00s/l140.100.964810.964810.99281-131.089422.12
462022.09.26 04:00buy150.100.963680.000000.00000
472022.09.26 04:00modify150.100.963680.950680.97868
482022.09.29 16:00t/p150.100.978680.950680.97868144.629566.74
492022.09.30 12:00buy160.100.974930.000000.00000
502022.09.30 12:00modify160.100.974930.961930.98993
512022.10.04 12:00t/p160.100.989930.961930.98993147.859714.59
522022.10.05 12:00buy170.100.990830.000000.00000
532022.10.05 12:00modify170.100.990830.977831.00583
542022.10.07 08:00s/l170.100.977830.977831.00583-134.309580.29
552022.10.14 12:00buy180.100.972170.000000.00000
562022.10.14 12:00modify180.100.972170.959170.98717
572022.10.18 08:00t/p180.100.987170.959170.98717147.859728.14
582022.10.19 12:00buy190.100.978600.000000.00000
592022.10.19 12:00modify190.100.978600.965600.99360
602022.10.24 16:00buy200.100.987650.000000.00000
612022.10.24 16:00modify200.100.987650.985350.99360
622022.10.24 16:00modify190.100.978600.985350.99360
632022.10.25 08:00s/l190.100.985350.985350.9936061.059789.18
642022.10.25 08:00s/l200.100.985350.985350.99360-24.089765.11
652022.10.26 08:00sell210.101.003300.000000.00000
662022.10.26 08:00modify210.101.003301.016300.98830
672022.10.31 16:00t/p210.100.988301.016300.98830153.729918.82
682022.11.03 08:00buy220.100.978650.000000.00000
692022.11.03 08:00modify220.100.978650.965650.99365
702022.11.04 16:00t/p220.100.993650.965650.99365148.9210067.75
712022.11.10 12:00buy230.100.994740.000000.00000
722022.11.10 12:00modify230.100.994740.981741.00974
732022.11.10 16:00t/p230.101.009740.981741.00974150.0010217.75
742022.11.14 12:00buy240.101.028680.000000.00000
752022.11.14 12:00modify240.101.028681.015681.04368
762022.11.14 20:00buy250.101.035650.000000.00000
772022.11.14 20:00modify250.101.035651.029431.04368
782022.11.14 20:00modify240.101.028681.029431.04368
792022.11.15 12:00t/p240.101.043681.029431.04368148.9210366.67
802022.11.15 12:00t/p250.101.043681.029431.0436879.2210445.89
812022.11.16 12:00sell260.101.041660.000000.00000
822022.11.16 12:00modify260.101.041661.054661.02666
832022.11.17 12:00sell270.101.034640.000000.00000
842022.11.17 12:00modify270.101.034641.040911.02666
852022.11.17 12:00modify260.101.041661.040911.02666
862022.11.21 04:00sell280.101.030120.000000.00000
872022.11.21 04:00modify280.101.030121.036411.02666
882022.11.21 04:00modify270.101.034641.036411.02666
892022.11.21 04:00modify260.101.041661.036411.02666
902022.11.21 08:00t/p260.101.026661.036411.02666153.7210599.61
912022.11.21 08:00t/p270.101.026661.036411.0266681.2910680.90
922022.11.21 08:00t/p280.101.026661.036411.0266634.6010715.50
932022.11.21 08:00buy290.101.025800.000000.00000
942022.11.21 08:00modify290.101.025801.012801.04080
952022.11.24 00:00t/p290.101.040801.012801.04080144.6210860.12
962022.11.28 12:00sell300.101.047410.000000.00000
972022.11.28 12:00modify300.101.047411.060411.03241
982022.11.30 00:00t/p300.101.032411.060411.03241151.4911011.60
992022.12.05 04:00sell310.101.058020.000000.00000
1002022.12.05 04:00modify310.101.058021.071021.04302
1012022.12.06 08:00sell320.101.049020.000000.00000
1022022.12.06 08:00modify320.101.049021.051271.04302
1032022.12.06 08:00modify310.101.058021.051271.04302
1042022.12.06 12:00s/l310.101.051271.051271.0430268.2411079.85
1052022.12.06 12:00s/l320.101.051271.051271.04302-22.5011057.35
1062023.01.03 12:00buy330.101.053110.000000.00000
1072023.01.03 12:00modify330.101.053111.040111.06811
1082023.01.09 08:00t/p330.101.068111.040111.06811143.5511200.89
1092023.01.23 04:00sell340.101.089860.000000.00000
1102023.01.23 04:00modify340.101.089861.102861.07486
1112023.02.02 00:00s/l340.101.102861.102861.07486-121.0811079.81
1122023.03.01 12:00sell350.101.066960.000000.00000
1132023.03.01 12:00modify350.101.066961.079961.05196
1142023.03.15 16:00t/p350.101.051961.079961.05196160.4111240.22
1152023.03.16 08:00sell360.101.062500.000000.00000
1162023.03.16 08:00modify360.101.062501.075501.04750
1172023.03.21 12:00s/l360.101.075501.075501.04750-127.7711112.45
1182023.03.21 12:00sell370.101.077870.000000.00000
1192023.03.21 12:00modify370.101.077871.090871.06287
1202023.03.22 20:00s/l370.101.090871.090871.06287-129.2610983.19
1212023.03.24 12:00buy380.101.074100.000000.00000
1222023.03.24 12:00modify380.101.074101.061101.08910
1232023.03.28 00:00buy390.101.080910.000000.00000
1242023.03.28 00:00modify390.101.080911.074851.08910
1252023.03.28 00:00modify380.101.074101.074851.08910
1262023.03.30 16:00t/p380.101.089101.074851.08910143.5511126.74
1272023.03.30 16:00t/p390.101.089101.074851.0891077.6011204.33
1282023.04.03 00:00buy400.101.080540.000000.00000
1292023.04.03 00:00modify400.101.080541.067541.09554
1302023.04.04 16:00t/p400.101.095541.067541.09554148.9211353.26
1312023.04.26 12:00sell410.101.104600.000000.00000
1322023.04.26 12:00modify410.101.104601.117601.08960
1332023.05.09 08:00sell420.101.097800.000000.00000
1342023.05.09 08:00modify420.101.097801.103851.08960
1352023.05.09 08:00modify410.101.104601.103851.08960
1362023.05.12 12:00t/p410.101.089601.103851.08960163.3811516.64
1372023.05.12 12:00t/p420.101.089601.103851.0896085.7211602.35
1382023.05.31 08:00buy430.101.067710.000000.00000
1392023.05.31 08:00modify430.101.067711.054711.08271
1402023.06.14 16:00t/p430.101.082711.054711.08271134.9411737.29
1412023.06.23 08:00buy440.101.087180.000000.00000
1422023.06.23 08:00modify440.101.087181.074181.10218
1432023.06.27 08:00buy450.101.094230.000000.00000
1442023.06.27 08:00modify450.101.094231.087931.10218
1452023.06.27 08:00modify440.101.087181.087931.10218
1462023.06.27 16:00buy460.101.096280.000000.00000
1472023.06.27 16:00modify460.101.096281.093931.10218
1482023.06.27 16:00modify450.101.094231.093931.10218
1492023.06.27 16:00modify440.101.087181.093931.10218
1502023.06.28 08:00s/l440.101.093931.093931.1021864.2711801.57
1512023.06.28 08:00s/l450.101.093931.093931.10218-4.0811797.49
1522023.06.28 08:00s/l460.101.093931.093931.10218-24.5811772.92